Waveshrink with Firm Shrinkage

  title={Waveshrink with Firm Shrinkage},
  author={Hong-Ye Gao and Andrew G. Bruce},
Donoho and Johnstone’s (1994) WaveShrink procedure has proven valuable for signal de-noising and non-parametric regression. WaveShrink has very broad asymptotic near-optimality properties. In this paper, we introduce a new shrinkage scheme, firm, which generalizes the hard and soft shrinkage proposed by Donoho and Johnstone (1994). We derive minimax thresholds and provide formulas for computing the pointwise variance, bias, and risk for WaveShrink with firm shrinkage. We study the properties of… CONTINUE READING
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